Isotonic Regression

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Article #16124

#16124

From: Peter Thall
Date: Wed, 15 Jan 1992 20:41

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I am in need of S code which does isotonic regression.  Formally the problem is as follows:

Let w1,...,wk be given positive weights and g1,...,gk given.  Minimize (SUM over i) of the square of (gi - xi)wi in x subject to the order restriction x1<=x2<=...<=xk.

				Peter Thall
				M.D. Anderson Cancer Center
				Houston
				an12180@odin.mda.uth.tmc.edu

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From: an12180@odin.mda.uth.tmc.edu (Peter Thall)
Subject: Isotonic Regression
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Date: Wed, 15 Jan 1992 20:41:30 GMT